v3.26.1
Fair Value Measurements (Tables)
6 Months Ended
Jun. 30, 2026
Fair Value Measurements [Abstract]  
Schedule of Assets that are Measured at Fair Value on a Recurring Basis

The following table presents information about the Company’s assets that are measured at fair value on a recurring basis at June 30, 2026.

 

          June 30,  
Description   Level     2026  
Assets:                
Marketable securities held in Trust Account     1     $ 255,646,272  
Schedule of Valuation Assumptions

The key inputs into the Black-Scholes model were as follows at initial measurement of the over-allotment option:

 

    April 30,
2026
 
Volatility     1.67 %
Expected term (years)     0.12  
Daily treasury yield curve     3.71 %
Exercise price   $ 10.00  
Fair value of over-allotment unit   $ 0.05  
The following table presents the quantitative information regarding market assumptions used in the Level 3 valuation of the Public Warrants issued in the Initial Public Offering:
    April 30,
2026
 
Implied Class A share price   $ 9.86  
Exercise price   $ 11.50  
Risk-free rate (continuous)     4.11 %
Selected volatility     22.5 %
Probability of de-SPAC and market adjustment     16.0 %
Warrant term (years)     6.5